In this video the instructions say to go to Object > Relations > Make Library Override. In my version of Blender (4.1.1) that does not work, but I found it under Object > Library Override > Make.
Yeah the Library override menu option was added in 3.3 and make Library override option under relations was removed in 3.6.
Hey Joshua!
It is recommended to use the Blender version used in the course whilst learning, it will help you learn the 3d skills without the worry of also navigating and learning Blenders UI changes at the same time.
You can download any version of Blender here.